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person:"Gil-Alaña, Luis A."
~isPartOf:"Finance research letters"
~isPartOf:"International economic review"
~person:"Heckman, James J."
~person:"Lyócsa, Štefan"
~person:"Wu, Xinyu"
~subject:"Method of moments"
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A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Philipp
;
Heckman, James J.
;
Mosso, Stefano
- In:
International economic review
56
(
2015
)
2
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pp. 331-358
Persistent link: https://www.econbiz.de/10011421088
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